Mitsubishi Kakoki Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.31% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4148 | 6.42 | |
| 0.1480 | 8.97 | |
| 0.7813 | 38.24 | |
| -0.0394 | -0.77 | |
| 0.1605 | 1.92 | |
| -0.2230 | -3.06 | |
| 0.1534 | 2.03 | |
| -0.1228 | -1.83 | |
| 0.1551 | 2.59 | |
| -0.1609 | -2.54 | |
| 0.1286 | 1.97 | |
| -0.0351 | -0.48 | |
| -0.0402 | -0.60 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
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